Micro-Econometrics
Methods of Moments and Limited Dependent Variables
Seiten
2009
|
2nd ed. 2010
Springer-Verlag New York Inc.
978-0-387-95376-2 (ISBN)
Springer-Verlag New York Inc.
978-0-387-95376-2 (ISBN)
WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics. The messages were that most eco- metric estimators can be viewed as method-of-moment estimators and that inferences for models with limited dependent variables (LDV) can be done without going fully parametric. Time has passed and there are now several books available for the same purpose. These days, methods of moments are the mainstay in econometrics, not just in micro-, but also in macro-econometrics. Many papers have been published for semiparametric methods and LDV models. I, myself, learned much over the years since 1996, so much so that my own view on what should be taught, and how, has changed much. Particularly, my exposure to the “sample selection” and “treatment e?ect” literature has changed the way I look at econometrics now. When I set out to write the second edition of the 1996 book, these changes prompted me to re-title, reorganize, and re-focus the book.
Methods of Moments for Single Linear Equation Models.- Methods of Moments for Multiple Linear Equation Systems.- M-Estimator And Maximum Likelihood Estimator (MLE).- Nonlinear Models and Estimators.- Parametric Methods for Single Equation LDV Models.- Parametric Methods for Multiple Equation LDV Models.- Kernel Nonparametric Estimation.- Bandwidth-Free Semiparametric Methods.- Bandwidth-Dependent Semiparametric Methods.
| Erscheint lt. Verlag | 14.10.2009 |
|---|---|
| Zusatzinfo | XXVII, 770 p. |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Wirtschaft ► Allgemeines / Lexika | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 0-387-95376-0 / 0387953760 |
| ISBN-13 | 978-0-387-95376-2 / 9780387953762 |
| Zustand | Neuware |
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